L. C. Hegerhorst-Schultchen, C. Kirches, M. Steinbach
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Relations between Abs-Normal NLPs and MPCCs. Part 1: Strong Constraint
Qualifications
This work is part of an ongoing effort of comparing non-smooth optimization
problems in abs-normal form to MPCCs. We study the general abs-normal NLP with
equality and inequality constraints in relation to an equivalent MPCC
reformulation. We show that kink qualifications and MPCC constraint
qualifications of linear independence type and Mangasarian-Fromovitz type are
equivalent. Then we consider strong stationarity concepts with first and second
order optimality conditions, which again turn out to be equivalent for the two
problem classes. Throughout we also consider specific slack reformulations
suggested in [9], which preserve constraint qualifications of linear
independence type but not of Mangasarian-Fromovitz type.